Past exam of the mathematics course of the University of Cambridge 2022 iii Paper 218 6 b Solution 2026-09-28
With unit error variance, the Gaussian likelihood has log-likelihoodFull column rank gives and the least-squares identityMultiplying the likelihood by and absorbing all terms independent of into gives
Past exam of the mathematics course of the University of Cambridge 2023 iii Paper 216 1 e Solution 2026-09-28
Put . The Weighted graph Laplacian of the tree is defined byMultiplication of the Gaussian likelihood by the prior shows that, conditionally on the precision parameter ,Completing the square therefore givesAs a function of , the posterior density isso, in shape-rate notation,The precision matrix has the sparsity pattern of a tree. A sparse Cholesky decomposition and its triangular solves have cost and storage on this graph, while the gamma update also costs . Hence each systematic-scan Gibbs sampler iteration costs .